+3,738.1%
APH vs BX
+810.0%
+2,928.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | -5.9% | +1.8% | -7.7% | -6.7% |
| 30D | -14.8% | +7.9% | -22.7% | -17.5% |
| 3M | -12.4% | -9.6% | -2.8% | -10.3% |
| 6M | +8.1% | -2.3% | +10.3% | +7.1% |
| YTD | +10.9% | -19.3% | +30.2% | +16.5% |
| 1Y | +8.8% | -13.2% | +22.0% | +11.2% |
| 3Y | +262.1% | +33.8% | +228.3% | +213.7% |
| 5Y | +283.1% | 0.0% | +283.1% | +251.1% |
| 10Y | +908.1% | +685.4% | +222.7% | +356.9% |
| All | +3,738.1% | +810.0% | +2,928.1% | +1,136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling